+40.6%
GLW vs FANG
+32.3%
+8.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.9% | -6.4% |
| 7D | -9.5% | -11.3% | +1.8% | -10.9% |
| 30D | -25.5% | -0.7% | -24.8% | -25.3% |
| 3M | -25.6% | -4.2% | -21.4% | -25.5% |
| 6M | -25.5% | -13.5% | -12.0% | -26.7% |
| YTD | +36.4% | +23.7% | +12.6% | +33.0% |
| 1Y | +40.6% | +34.3% | +6.3% | +35.7% |
| All | +40.6% | +32.3% | +8.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling